support for test fixes in qexec

This commit is contained in:
fawce
2012-10-07 21:33:43 -04:00
committed by Eddie Hebert
parent 815c9f2cf6
commit 96fed05fc0
3 changed files with 2 additions and 61 deletions
+2
View File
@@ -68,6 +68,8 @@ class TradingAlgorithm(object):
self.transforms = []
self.sources = []
self.logger = None
# default components for transact
self.slippage = VolumeShareSlippage()
self.commission = PerShare()
-2
View File
@@ -137,8 +137,6 @@ class AlgorithmSimulator(object):
# Monkey patch the user algorithm to place orders in the
# TransactionSimulator's order book and use our logger.
self.algo.set_order(self.order)
self.algolog = Logger("AlgoLog")
self.algo.set_logger(self.algolog)
# ==============
# Snapshot Setup
-59
View File
@@ -115,12 +115,6 @@ class HeavyBuyAlgorithm(TradingAlgorithm):
self.order(self.sid, self.amount)
self.incr += 1
def get_sid_filter(self):
return [self.sid]
def set_transact_setter(self, txn_sim_callable):
pass
class NoopAlgorithm(TradingAlgorithm):
"""
@@ -190,34 +184,6 @@ class DivByZeroAlgorithm(TradingAlgorithm):
pass
class InitializeTimeoutAlgorithm(TradingAlgorithm):
def initialize(self, sid):
self.sid = sid
self.incr = 0
import time
from zipline.gens.tradesimulation import INIT_TIMEOUT
time.sleep(INIT_TIMEOUT + 1000)
def set_order(self, order_callable):
pass
def set_logger(self, logger):
pass
def set_portfolio(self, portfolio):
pass
def handle_data(self, data):
pass
def get_sid_filter(self):
return [self.sid]
def set_transact_setter(self, txn_sim_callable):
pass
class TooMuchProcessingAlgorithm(TradingAlgorithm):
def initialize(self, sid):
@@ -242,31 +208,6 @@ class TimeoutAlgorithm(TradingAlgorithm):
time.sleep(100)
pass
class TestPrintAlgorithm(TradingAlgorithm):
def initialize(self, sid):
self.sid = sid
print "Initializing..."
def handle_data(self, data):
print "Handling Data..."
pass
class TestLoggingAlgorithm(TradingAlgorithm):
def initialize(self, sid):
self.log = None
self.sid = sid
def set_portfolio(self, portfolio):
pass
def handle_data(self, data):
self.log.info("Handling Data...")
from datetime import timedelta
from zipline.algorithm import TradingAlgorithm
from zipline.gens.transform import BatchTransform, batch_transform